Concepedia

Exit Problems

Exit Problems is a theoretical framework within the study of Lévy processes that characterizes the behavior and distribution of a stochastic process at the first passage time across a boundary, distinguishing itself by focusing on the probabilistic analysis of exit times and positions in discontinuous, infinitely divisible processes.

163

Publications

8.1K

Citations

244

Authors

189

Institutions

Publications per year

2017–2026

20

Parents

Publications

163

Exit, Voice, and the State

Albert O. Hirschman · World Politics · 1978 · 407 citations

, , +9

Incompressible water-entry problems at small deadrise angles

Sam Howison, J. R. Ockendon, S. K. Wilson · Journal of Fluid Mechanics · 1991 · 317 citations

, , +11

Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options

Florin Avram, Andreas E. Kyprianou, Martijn Pistorius · The Annals of Applied Probability · 2004 · 287 citations · Full text

, , +16

Governance Under Common Ownership

Alex Edmans, Doron Levit, Devin Reilly · Review of Financial Studies · 2018 · 249 citations · Full text

, , +12

Exit Time Problems in Optimal Control and Vanishing Viscosity Method

Guy Barles, Benoı̂t Perthame · SIAM Journal on Control and Optimization · 1988 · 230 citations · Full text

, , +16

1–5 of 163

Authors

244

  1. XZ
    Xiaowen Zhou

    Concordia University, Canada

    11 publications · 423 citations

    11

    h-index

  2. MV
    Martin V. Day

    Virginia Tech, United States

    6 publications · 257 citations

    6

    h-index

  3. AE
    Andreas E. Kyprianou

    University of Bath, United Kingdom

    5 publications · 411 citations

    5

    h-index

  4. HA
    Hansjörg Albrecher

    University of Lausanne, Switzerland

    4 publications · 234 citations

    4

    h-index

  5. FA
    Florin Avram

    Université de Pau et des Pays de l'Adour, France

    4 publications · 399 citations

    4

    h-index

1–5 of 244

Institutions

189

  1. Concordia University

    Montreal, Canada

    11 h-index

    12 publications

    449 citations

  2. Centre National de la Recherche Scientifique

    Paris, France

    6 h-index

    9 publications

    339 citations

  3. Virginia Tech

    Blacksburg, United States

    5 h-index

    5 publications

    223 citations

  4. École Polytechnique

    Palaiseau, France

    5 h-index

    5 publications

    203 citations

  5. University of Rome Tor Vergata

    Rome, Italy

    5 h-index

    6 publications

    229 citations

  6. Sorbonne Université

    Paris, France

    4 h-index

    8 publications

    364 citations

  7. Laboratoire de Physique Théorique de la Matière Condensée

    Paris, France

    4 h-index

    8 publications

    364 citations

  8. Technion – Israel Institute of Technology

    Haifa, Israel

    3 h-index

    3 publications

    62 citations

1–8 of 189

Venues

  1. Journal of Applied Probability

    JAP · 9 publications · 296 citations

    9

    h-index

  2. Stochastic Processes and their Applications

    7 publications · 175 citations

    7

    h-index

  3. The Annals of Probability

    7 publications · 309 citations

    7

    h-index

  4. Advances in Applied Probability

    AAP · 7 publications · 520 citations

    7

    h-index

  5. Journal of Statistical Physics

    6 publications · 283 citations

    6

    h-index

1–5